+11,518.3%
LIN vs SHW
+12,604.8%
-1,086.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.0% |
| 7D | +3.6% | +5.7% | -2.1% | +1.0% |
| 30D | +6.4% | +8.7% | -2.3% | +2.3% |
| 3M | +6.5% | -5.4% | +11.9% | +8.5% |
| 6M | +4.9% | +12.2% | -7.4% | -1.3% |
| YTD | +23.4% | +8.5% | +15.0% | +17.2% |
| 1Y | +26.3% | +4.9% | +21.4% | +21.6% |
| 3Y | +38.0% | +42.8% | -4.9% | +14.2% |
| 5Y | +68.0% | +14.5% | +53.5% | +49.1% |
| 10Y | +437.1% | +373.0% | +64.1% | +151.6% |
| All | +11,518.3% | +12,604.8% | -1,086.4% | +1,233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling